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Selcuk Bayraci
(Selçuk Bayracı)

Personal Details

First Name:Selcuk
Middle Name:
Last Name:Bayraci
Suffix:
RePEc Short-ID:pba1284

Affiliation

Ticari Bilimler Fakültesi
Yeditepe Üniversitesi

İstanbul, Turkey
http://www.yeditepe.edu.tr/fakulteler/ticari-bilimler-fakultesi




RePEc:edi:tfyedtr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bayraci, Selcuk, 2015. "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper 65758, University Library of Munich, Germany.
  2. Bayraci, Selcuk & Demiralay, Sercan, 2013. "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper 51909, University Library of Munich, Germany.
  3. Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011. "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper 30475, University Library of Munich, Germany.
  4. Bayraci, Selcuk & UNAL, GAZANFER, 2010. "Continuous time modeling of interest rates: An empirical study on the Turkish short rate," MPRA Paper 28091, University Library of Munich, Germany.
  5. Bayraci, Selcuk, 2010. "Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry," MPRA Paper 30839, University Library of Munich, Germany, revised 10 May 2011.
  6. Bayraci, Selcuk, 2007. "Modeling the volatility of FTSE All Share Index Returns," MPRA Paper 28095, University Library of Munich, Germany.

Articles

  1. Sercan Demiralay & Selcuk Bayraci, 2015. "Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 411-430, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Sercan Demiralay & Selcuk Bayraci, 2015. "Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 411-430, October.

    Cited by:

    1. RNuket Kirci Cevik & Sel Dibooglu & Ali M. Kutan, 2016. "Real and Financial Sector Studies in Central and Eastern Europe: A Review," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 2-31, February.
    2. Harald Schmidbauer & Angi Rösch & Erhan Uluceviz & Narod Erkol, 2016. "The Russian Stock Market during the Ukrainian Crisis: A Network Perspective," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 478-509, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ARA: MENA - Middle East & North Africa (3) 2011-01-30 2011-05-07 2015-08-01
  2. NEP-CWA: Central & Western Asia (2) 2011-01-30 2015-08-01
  3. NEP-EEC: European Economics (1) 2013-12-15
  4. NEP-ETS: Econometric Time Series (1) 2013-12-15
  5. NEP-FMK: Financial Markets (1) 2015-08-01
  6. NEP-FOR: Forecasting (1) 2011-05-07
  7. NEP-MIC: Microeconomics (1) 2011-05-07
  8. NEP-MON: Monetary Economics (1) 2011-01-30

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